We often include the preposition for after except when it's used in the not including sense. Note that we rarely do this with excepting (an alternative form1 that's becoming less common over time).
It's largely just a stylistic choice, but the main factor affecting whether we include for or not is the "distance" between the actual word except and that part of the text identifying the cases that aren't being excepted. In OP's example #4, that's the word all, which is only separated from except by the single-word verb went.
In effect, including for is a courtesy to the reader, to help him parse the text. When the reader encounters except, he knows he'll have to link this to two different noun phrases (the "excepted", and the "non-excepted"). The presence of that optional preposition (before the "excepted" identifier) can often serve as a gentle "nudge" to the reader to pay slightly more attention, because the "non-excepted" category isn't necessarily "nearby" in the text.
In OP's example #3, there's quite a bit of text between except and the "non-excepted" category it references (all), which is why most people would be much more likely to include for there, whereas they wouldn't do this with example #4.
EDIT: In a comment below, OP asks why his unspecified source says Both [including "for" or not] are correct after a noun. I assume the reason "noun" is specifically mentioned there is because of examples like Her face is attractive except for an unsightly mole. Regardless of whether we think of the "non-excepted" element as being the entire 4-word assertion, or just the adjective attractive, it's obviously not a noun. And in that context, you must include the preposition for.
1 I don't recommend learners using excepting (it's a bit dated / stilted) themselves in these contexts, but here's an NGram link to several written examples of We all went excepting [whoever didn't go].